+14,046.2%
COST vs APD
+6,466.4%
+7,579.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +2.5% | +2.2% | +0.3% | +1.8% |
| 30D | +14.6% | +9.4% | +5.2% | +11.2% |
| 3M | +15.2% | +4.7% | +10.5% | +13.3% |
| 6M | +7.2% | +5.5% | +1.7% | +4.8% |
| YTD | +27.4% | +31.4% | -4.0% | +15.2% |
| 1Y | +20.2% | +24.1% | -3.9% | +10.4% |
| 3Y | +96.9% | +28.8% | +68.1% | +74.0% |
| 5Y | +122.8% | +15.8% | +107.1% | +101.1% |
| 10Y | +764.3% | +191.6% | +572.6% | +446.5% |
| All | +14,046.2% | +6,466.4% | +7,579.8% | +2,027.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded APD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling